Call-Warrant

Symbol: GIVF6Z
Underlyings: Givaudan
ISIN: CH1250735573
Issuer:
Zürcher Kantonalbank
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.

Performance

Closing prev. day 0.620
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1250735573
Valor 125073557
Symbol GIVF6Z
Strike 3,700.00 CHF
Type Warrants
Type Bull
Ratio 500.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 22/05/2023
Date of maturity 28/06/2024
Last trading day 21/06/2024
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name Givaudan
ISIN CH0010645932
Price 3,946.00 CHF
Date 30/04/24 17:31
Ratio 500.00

Key data

Intrinsic value 0.49
Time value 0.11
Implied volatility 0.26%
Leverage 11.13
Delta 0.85
Gamma 0.00
Vega 3.51
Distance to Strike -247.00
Distance to Strike in % -6.26%

market maker quality Date: 29/04/2024

Average Spread 1.54%
Last Best Bid Price 0.61 CHF
Last Best Ask Price 0.62 CHF
Last Best Bid Volume 175,000
Last Best Ask Volume 175,000
Average Buy Volume 175,000
Average Sell Volume 175,000
Average Buy Value 112,904 CHF
Average Sell Value 114,654 CHF
Spreads Availability Ratio 95.01%
Quote Availability 95.01%

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